NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	69.74	70.17	0.43	0.6%	69.17
High	70.71	70.69	-0.02	0.0%	69.98
Low	69.35	68.87	-0.48	-0.7%	67.32
Close	70.44	70.10	-0.34	-0.5%	69.76
Range	1.36	1.82	0.46	33.8%	2.66
ATR	1.93	1.92	-0.01	-0.4%	0.00
Volume	20,530	15,734	-4,796	-23.4%	83,453

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.35	74.54	71.10
R3	73.53	72.72	70.60
R2	71.71	71.71	70.43
R1	70.90	70.90	70.27	70.40
PP	69.89	69.89	69.89	69.63
S1	69.08	69.08	69.93	68.58
S2	68.07	68.07	69.77
S3	66.25	67.26	69.60
S4	64.43	65.44	69.10

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.00	76.04	71.22
R3	74.34	73.38	70.49
R2	71.68	71.68	70.25
R1	70.72	70.72	70.00	71.20
PP	69.02	69.02	69.02	69.26
S1	68.06	68.06	69.52	68.54
S2	66.36	66.36	69.27
S3	63.70	65.40	69.03
S4	61.04	62.74	68.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.71	68.53	2.18	3.1%	1.50	2.1%	72%	False	False	15,694
10	70.87	66.88	3.99	5.7%	1.69	2.4%	81%	False	False	17,250
20	70.87	65.63	5.24	7.5%	1.87	2.7%	85%	False	False	16,572

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.43
2.618	75.45
1.618	73.63
1.000	72.51
0.618	71.81
HIGH	70.69
0.618	69.99
0.500	69.78
0.382	69.57
LOW	68.87
0.618	67.75
1.000	67.05
1.618	65.93
2.618	64.11
4.250	61.14

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	69.99	69.95
PP	69.89	69.81
S1	69.78	69.66

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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